| Summary: | 碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 102 === This study is to evaluate whether the weekly option go public will influence the TAIEX, Finance, Electronics sector and Non-Finance Non-Electronics Sub-Index by applying the t-test, GARCH Model and EGARCH Model to compare the impact of the trading volume and returns when the introduction of option.
This study found that after the initial of weekly option, resulting in the fluctuating of the returns market increased, the settlement date intensify the return of stock market, and the volatility for the return of stock market present the inconsistency.
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